A thermal spraying method is a technology of forming a coating on a substrate by injecting a thermal spray feedstock onto a substrate. Another thermal spraying method is also known in the art, in which slurry obtained by dispersing thermal spray particles into a dispersion medium is used as the thermal spray feedstock (for example, see PTL 1). In the thermal spraying method of the related art, it was conceived that an adhesion strength of the thermal sprayed coating onto a thermal spray target surface of the substrate increases if the thermal spray target surface of the substrate is relatively rough (that is, if a surface roughness Ra is high). However, when the thermal spray slurry is employed as the thermal spray feedstock, it may be difficult to obtain a sufficiently high adhesion strength in some cases even at a high roughness of the thermal spray target surface of the substrate.